Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52135.32 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47973.79 Kr¶

PnL: ---------------------------------------> -952.71 Kr¶

DD now: ---------------------------------> -1.854 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 15:50:57.399098'

Anic Portfolio¶

This Week¶

Return: -0.171 %¶

Total portfolio value¶

Return including deposits: 70.977 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.100000 874.500000 29.500000 3.490000 845.000001
SynAct Pharma 9 -1.070000 666.900000 21.900000 3.400000 645.000003
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
BHG Group 49 -5.700000 657.090000 18.090000 2.830000 638.999984
Biotage 4 0.260000 620.000000 17.000000 2.820000 603.000000
Addtech B 3 1.790000 715.800000 15.800000 2.260000 699.999999
Svolder B 35 1.540000 2189.250000 15.750000 0.720000 2173.500000
Vitrolife 3 2.490000 692.400000 15.400000 2.270000 677.000001
Addnode Group B 6 1.840000 763.200000 11.200000 1.490000 751.999998
Nolato B 12 0.090000 658.800000 10.800000 1.670000 648.000000
Indutrade 5 1.490000 1330.000000 10.000000 0.760000 1320.000000
Embracer Group B 26 -0.420000 671.190000 9.190000 1.390000 661.999988
Sdiptech B 3 -0.040000 828.900000 6.900000 0.840000 822.000000
Latour B 2 1.880000 454.400000 5.400000 1.200000 449.000000
BONESUPPORT HOLDING 10 -0.570000 1226.000000 2.000000 0.160000 1224.000000
Fortnox 10 3.550000 670.000000 2.000000 0.300000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.740000 653.800000 -0.200000 -0.030000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Volati 5 -3.880000 570.000000 -4.000000 -0.700000 574.000000
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
Lime Technologies 2 -1.350000 586.000000 -7.000000 -1.180000 593.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.530000 649.050000 -8.950000 -1.360000 657.999999
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -1.470000 1833.000000 -42.000000 -2.240000 1874.999997
Ambea 68 1.160000 2487.440000 -49.560000 -1.950000 2537.000032
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 1.360000 549.150000 -61.850000 -10.120000 610.999998
Investor A 16 0.460000 3472.000000 -73.000000 -2.060000 3545.000000
Sedana Medical 135 -4.510000 4230.900000 -100.100000 -2.310000 4330.999935
Gaming Innovation Group 161 1.000000 4081.350000 -106.650000 -2.550000 4187.999942
New Wave B 40 -0.640000 3794.400000 -121.600000 -3.110000 3916.000000
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.480000 2567.800000 -399.200000 -13.450000 2966.999993
TOTAL 48065.320000 -861.180000 -1.68203% 48926.499863

Updated:¶

'2023-06-13 15:49:05.664912'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶